+21.2%
UL vs XHB
+24.0%
-2.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | -3.2% | -1.9% | -1.3% | -2.9% |
| 30D | -0.6% | -8.3% | +7.7% | +1.0% |
| 3M | +9.4% | -7.1% | +16.6% | +10.8% |
| 6M | -4.1% | -5.3% | +1.1% | -3.5% |
| YTD | -2.0% | -3.2% | +1.2% | -1.5% |
| 1Y | -9.0% | -13.9% | +4.9% | -7.2% |
| All | +21.2% | +24.0% | -2.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling